CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.2785 |
-0.0173 |
-1.3% |
1.2747 |
| High |
1.2958 |
1.2870 |
-0.0088 |
-0.7% |
1.3020 |
| Low |
1.2826 |
1.2720 |
-0.0106 |
-0.8% |
1.2735 |
| Close |
1.2899 |
1.2770 |
-0.0129 |
-1.0% |
1.2935 |
| Range |
0.0132 |
0.0150 |
0.0018 |
13.6% |
0.0285 |
| ATR |
0.0182 |
0.0181 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
269,096 |
201,606 |
-67,490 |
-25.1% |
937,065 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3237 |
1.3153 |
1.2853 |
|
| R3 |
1.3087 |
1.3003 |
1.2811 |
|
| R2 |
1.2937 |
1.2937 |
1.2798 |
|
| R1 |
1.2853 |
1.2853 |
1.2784 |
1.2820 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2770 |
| S1 |
1.2703 |
1.2703 |
1.2756 |
1.2670 |
| S2 |
1.2637 |
1.2637 |
1.2743 |
|
| S3 |
1.2487 |
1.2553 |
1.2729 |
|
| S4 |
1.2337 |
1.2403 |
1.2688 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3752 |
1.3628 |
1.3092 |
|
| R3 |
1.3467 |
1.3343 |
1.3013 |
|
| R2 |
1.3182 |
1.3182 |
1.2987 |
|
| R1 |
1.3058 |
1.3058 |
1.2961 |
1.3120 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2928 |
| S1 |
1.2773 |
1.2773 |
1.2909 |
1.2835 |
| S2 |
1.2612 |
1.2612 |
1.2883 |
|
| S3 |
1.2327 |
1.2488 |
1.2857 |
|
| S4 |
1.2042 |
1.2203 |
1.2778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2720 |
0.0350 |
2.7% |
0.0156 |
1.2% |
14% |
False |
True |
210,739 |
| 10 |
1.3070 |
1.2720 |
0.0350 |
2.7% |
0.0136 |
1.1% |
14% |
False |
True |
198,013 |
| 20 |
1.3310 |
1.2720 |
0.0590 |
4.6% |
0.0143 |
1.1% |
8% |
False |
True |
196,575 |
| 40 |
1.4615 |
1.2720 |
0.1895 |
14.8% |
0.0149 |
1.2% |
3% |
False |
True |
165,187 |
| 60 |
1.4615 |
1.2475 |
0.2140 |
16.8% |
0.0125 |
1.0% |
14% |
False |
False |
117,220 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.1% |
0.0100 |
0.8% |
15% |
False |
False |
88,065 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.9% |
0.0088 |
0.7% |
15% |
False |
False |
70,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3508 |
|
2.618 |
1.3263 |
|
1.618 |
1.3113 |
|
1.000 |
1.3020 |
|
0.618 |
1.2963 |
|
HIGH |
1.2870 |
|
0.618 |
1.2813 |
|
0.500 |
1.2795 |
|
0.382 |
1.2777 |
|
LOW |
1.2720 |
|
0.618 |
1.2627 |
|
1.000 |
1.2570 |
|
1.618 |
1.2477 |
|
2.618 |
1.2327 |
|
4.250 |
1.2083 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2885 |
| PP |
1.2787 |
1.2847 |
| S1 |
1.2778 |
1.2808 |
|